Monthly average compute price of NVIDIA's RTX 5090 above $1.25 in February 2027
Above $1.25 is priced at 13¢ on Kalshi. Current book: 3¢ bid, 8¢ ask, 5¢ spread. This outcome ranks #5 of 7 inside Will the monthly average compute price of NVIDIA's RTX 5090 be above $.
Price history
13¢ current
+11¢Contract brief
If the average value of NVIDIA RTX 5090 compute per hour is above $1.25 in February 2027, then the market resolves to Yes.
Outcome
Above $1.25
Rank
#5 of 7
Leader
Above $0.50 53¢
Range
2¢-53¢
Family volume
$113
Identifier
KXRTX5090MS-27FEB-1.250
Jul 12, 2026, 3:38 PM UTC · 1m ago
Implied probability
Bid
3¢
Ask
8¢
Spread
5¢
24h volume
$54
Family rank
#5 of 7
7 outcomes · Will the monthly average compute price of NVIDIA's RTX 5090 be above $
Closes
Mar 1, 2027
Family volume
$113
Orderbook snapshot
3 / 8¢
Contract terms
What resolves this market.
YES condition
If the average value of NVIDIA RTX 5090 compute per hour is above $1.25 in February 2027, then the market resolves to Yes.
Venue
Kalshi
Closes
Mar 1, 2027
Identifier
KXRTX5090MS-27FEB-1.250
Event family
Will the monthly average compute price of NVIDIA's RTX 5090 be above $.
The same race as a probability stack: rank, volume, and where this contract sits against the other outcomes.
Total volume
$113
Outcomes
7
Highest price
Above $0.50 53¢
Current share
48%
Above $0.50
kalshi · KXRTX5090MS-27FEB-0.500
Above $0.75
kalshi · KXRTX5090MS-27FEB-0.750
Above $1.00
kalshi · KXRTX5090MS-27FEB-1.000
Above $2.00
kalshi · KXRTX5090MS-27FEB-2.000
Above $1.25
kalshi · KXRTX5090MS-27FEB-1.250
Above $1.75
kalshi · KXRTX5090MS-27FEB-1.750
Above $1.50
kalshi · KXRTX5090MS-27FEB-1.500
Indicators
Yield, cliff risk, volatility, and regime.
Regime
neutral
Score
0.568
Observability
high
Event type
financial
Full indicator table
Odds pages
Related prediction questions
Related readings
Matched from SimpleFunctions blog, opinions, technical guides, concepts, and learn pages.
Kalshi vs Polymarket: Which Prediction Market Should You Trade?
In-depth comparison of Kalshi and Polymarket for prediction market traders. Regulatory structure, liquidity, fees, API tooling, and cross-venue trading with SimpleFunctions.
Prediction Market Orderbook Analysis: Reading Depth, Spread, and Liquidity
How to read prediction market orderbooks. Binary settlement, spread-as-percentage, depth asymmetry, executable edge calculation, and cross-venue arbitrage analysis.
Prediction Markets Are Building a Yield Curve for AI Compute
B200 GPU rental markets now price AI compute as a tradable curve across Kalshi, Polymarket, Ornn, and cloud spot prices.
Kalshi vs Polymarket: A Developer's Comparison of APIs, Orderbooks, and Liquidity
Data-driven comparison of Kalshi and Polymarket APIs, orderbooks, rate limits, and liquidity. Code examples for building on both prediction markets.
Liquidity Availability Is the Real Edge in Prediction Markets
Implied yield, cliff risk, and overround all describe what to trade. Liquidity Availability Score describes whether the orderbook can absorb the trade. Why LAS is the indicator that decides who actually books P&L.
Reading Prediction Market Orderbooks: Liquidity, Spread, and When to Enter
How to read prediction market orderbooks on Kalshi. Covers bid-ask spread analysis, liquidity scoring, executable edge calculation, and when thin markets are opportunities vs traps.
SimpleFunctions context
Index, screen, query, and monitor.
Prediction Market Index
Market-wide volatility, geo risk, breadth, and activity around this contract.
Market Screener
Filter adjacent contracts by volume, expiry, IY, CRI, venue, and theme.
Event Probability API
Read 13% as a structured event probability object for agents and apps.
Realtime Data API
Prices, orderbooks, movement, heat, and liquidity indicators across venues.
World State API
Compact market-aware context packets for agent sessions and scheduled refresh.
Hedging Workflows
Map a thesis or exposure to candidate event markets and monitoring paths.
How we compute these odds
SimpleFunctions aggregates live prediction-market contracts from Kalshi and Polymarket. Each slug groups contracts that resolve on the same underlying event, identified by venue event_id.
For binary slugs, the headline probability is the liquidity-weighted mid-price across all bound contracts. For multi-outcome slugs (e.g. elections with 3+ candidates), the headline is the leader’s price; we never arithmetically average disjoint outcomes — that would produce a number with no real-world meaning.
Snapshots refresh every 5 minutes during market hours; daily aggregates are computed at 04:00 UTC. The 30-day sparkline is drawn from per-ticker daily means stored in market_indicator_daily; 24h delta and movement events are derived from the same source.